On a cool, drizzly opening day, Garcia shot 6-under-par 65 and McGinley shot 4-under 67.
"I want to put myself into a position where I can do something on Sunday and this is a good start," Garcia said. "It is definitely what the doctor ordered. I hope that I can add two more solid rounds so that I can give myself a chance on Sunday. If that happens, we will see where I can take it."
Five players are tied for third at 3-under 68.
Two-time defending champion Tiger Woods is tied for eighth at 2-under 69.
Woods is trying to become the first player to win the event three years in a row since Peter Thomson in 1954-56.